PIT Tasks¶
alphaforge.pit.tasks
¶
revision_event_stream(pit: PITAccessor, series_key: str, *, start: pd.Timestamp | None = None, end: pd.Timestamp | None = None, min_abs_change: float = 0.0) -> pd.DataFrame
¶
Return revision events across all obs_date timelines.
revision_volatility(pit: PITAccessor, series_key: str, *, start: pd.Timestamp | None = None, end: pd.Timestamp | None = None) -> pd.Series
¶
Compute standard deviation of revision deltas by obs_date.